JP Morgan Call 350 WAT 21.02.2025
/ DE000JT3BMP2
JP Morgan Call 350 WAT 21.02.2025/ DE000JT3BMP2 /
9/12/2024 10:29:10 AM |
Chg.+0.03 |
Bid10:43:47 AM |
Ask10:43:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.24EUR |
+0.93% |
3.26 Bid Size: 250 |
5.26 Ask Size: 250 |
Waters Corp |
350.00 USD |
2/21/2025 |
Call |
Master data
WKN: |
JT3BMP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waters Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 USD |
Maturity: |
2/21/2025 |
Issue date: |
6/27/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.69 |
Historic volatility: |
0.27 |
Parity: |
-2.11 |
Time value: |
4.77 |
Break-even: |
365.57 |
Moneyness: |
0.93 |
Premium: |
0.23 |
Premium p.a.: |
0.60 |
Spread abs.: |
1.82 |
Spread %: |
61.54% |
Delta: |
0.55 |
Theta: |
-0.18 |
Omega: |
3.39 |
Rho: |
0.51 |
Quote data
Open: |
3.24 |
High: |
3.24 |
Low: |
3.24 |
Previous Close: |
3.21 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.69% |
1 Month |
|
|
-18.80% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.51 |
3.21 |
1M High / 1M Low: |
4.22 |
3.21 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |